NORMT3 (version 1.0.4)

ic1: Compute IC1 formula from Nason (2005)

Description

Computes $$I_{C1}(p,d) = \int_{d}^{\infty} \cos (px) \exp (-x^2) dx$$

Usage

ic1(p, d)

Arguments

p

Argument for IC1 function

d

Argument for IC1 function

Value

Value of the function IC1

Details

An intermediate function for the computation of the inner product between Gaussian and Student's t distribution.

References

Nason, G.P. (2005) On the sum of the Gaussian and Student's t random variables. Technical Report, 05:01, Statistics Group, Department of Mathematics, University of Bristol.

See Also

normt3ip

Examples

# NOT RUN {
ic1(1,1)
#
# Should give 0.03401986.
#
# }